Active Ornstein-Uhlenbeck particles

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Active Ornstein-Uhlenbeck particles (AOUPs) are overdamped particles in an interaction potential subject to external Ornstein-Uhlenbeck noises. They can be transformed into a system of underdamped particles under additional velocity dependent forces and subject to white noise forces. There has been some discussion in the literature on whether AOUPs can be in equilibrium for particular interaction potentials and how far from equilibrium they are in the limit of small persistence time. By using a theorem on the time reversed form of the AOUP Langevin-Ito equations, I prove that they have an equilibrium probability density invariant under time reversal if and only if their smooth interaction potential has zero third derivatives. In the limit of small persistence Ornstein-Uhlenbeck time t, a Chapman-Enskog expansion of the Fokker-Planck equation shows that the probability density has a local equilibrium solution in the particle momenta modulated by a reduced probability density that varies slowly with the position. The reduced probability density satisfies a continuity equation in which the probability current has an asymptotic expansion in powers of t. Keeping up to O(t) terms, this equation is a diffusion equation, which has an equilibrium stationary solution with zero current. However, O(t²) terms contain fifth- and sixth-order spatial derivatives and the continuity equation no longer has a zero current stationary solution. The expansion of the overall stationary solution now contains odd terms in the momenta, which clearly shows that it is not an equilibrium.
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Bonilla, L. L. (2019). Active Ornstein-Uhlenbeck particles. Physical Review E, 100(2), 022601.